+607.1%
MS vs CCI
+51.9%
+555.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.0% | +0.2% |
| 7D | -1.6% | -0.1% | -1.5% | -1.5% |
| 30D | -3.8% | +28.4% | -32.2% | -11.4% |
| 3M | -14.6% | +20.0% | -34.6% | -19.7% |
| 6M | -5.1% | +0.8% | -5.8% | -6.3% |
| YTD | +4.5% | +3.6% | +0.9% | +1.3% |
| 1Y | +13.5% | +6.1% | +7.4% | +9.1% |
| 3Y | +160.4% | +7.2% | +153.2% | +140.3% |
| 5Y | +112.9% | -37.0% | +149.8% | +139.4% |
| All | +607.1% | +51.9% | +555.2% | +700.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling